+44.9%
JD vs EQX
+244.1%
-199.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -2.7% |
| 7D | -3.0% | +1.7% | -4.7% | -3.2% |
| 30D | -19.3% | +11.1% | -30.4% | -20.7% |
| 3M | -6.0% | +23.1% | -29.1% | -9.3% |
| 6M | +1.8% | -21.8% | +23.6% | +4.2% |
| YTD | -2.6% | -8.1% | +5.5% | -3.3% |
| 1Y | -17.4% | +29.7% | -47.1% | -22.7% |
| 3Y | -8.6% | +179.9% | -188.5% | -26.8% |
| 5Y | -61.6% | +82.5% | -144.1% | -69.4% |
| All | +44.9% | +244.1% | -199.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling